CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3390 |
-0.0020 |
-0.1% |
1.3523 |
| High |
1.3410 |
1.3390 |
-0.0020 |
-0.1% |
1.3647 |
| Low |
1.3410 |
1.3390 |
-0.0020 |
-0.1% |
1.3390 |
| Close |
1.3410 |
1.3390 |
-0.0020 |
-0.1% |
1.3390 |
| Range |
|
|
|
|
|
| ATR |
0.0143 |
0.0134 |
-0.0009 |
-6.1% |
0.0000 |
| Volume |
3,174 |
767 |
-2,407 |
-75.8% |
4,535 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3390 |
1.3390 |
1.3390 |
|
| R3 |
1.3390 |
1.3390 |
1.3390 |
|
| R2 |
1.3390 |
1.3390 |
1.3390 |
|
| R1 |
1.3390 |
1.3390 |
1.3390 |
1.3390 |
| PP |
1.3390 |
1.3390 |
1.3390 |
1.3390 |
| S1 |
1.3390 |
1.3390 |
1.3390 |
1.3390 |
| S2 |
1.3390 |
1.3390 |
1.3390 |
|
| S3 |
1.3390 |
1.3390 |
1.3390 |
|
| S4 |
1.3390 |
1.3390 |
1.3390 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4247 |
1.4075 |
1.3531 |
|
| R3 |
1.3990 |
1.3818 |
1.3461 |
|
| R2 |
1.3733 |
1.3733 |
1.3437 |
|
| R1 |
1.3561 |
1.3561 |
1.3414 |
1.3519 |
| PP |
1.3476 |
1.3476 |
1.3476 |
1.3454 |
| S1 |
1.3304 |
1.3304 |
1.3366 |
1.3262 |
| S2 |
1.3219 |
1.3219 |
1.3343 |
|
| S3 |
1.2962 |
1.3047 |
1.3319 |
|
| S4 |
1.2705 |
1.2790 |
1.3249 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3390 |
|
1.618 |
1.3390 |
|
1.000 |
1.3390 |
|
0.618 |
1.3390 |
|
HIGH |
1.3390 |
|
0.618 |
1.3390 |
|
0.500 |
1.3390 |
|
0.382 |
1.3390 |
|
LOW |
1.3390 |
|
0.618 |
1.3390 |
|
1.000 |
1.3390 |
|
1.618 |
1.3390 |
|
2.618 |
1.3390 |
|
4.250 |
1.3390 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3390 |
1.3444 |
| PP |
1.3390 |
1.3426 |
| S1 |
1.3390 |
1.3408 |
|